NYMEX Natural Gas Future August 2014
Trading Metrics calculated at close of trading on 28-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2014 |
28-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
4.459 |
4.594 |
0.135 |
3.0% |
4.370 |
High |
4.626 |
4.622 |
-0.004 |
-0.1% |
4.626 |
Low |
4.433 |
4.547 |
0.114 |
2.6% |
4.324 |
Close |
4.595 |
4.556 |
-0.039 |
-0.8% |
4.556 |
Range |
0.193 |
0.075 |
-0.118 |
-61.1% |
0.302 |
ATR |
0.118 |
0.114 |
-0.003 |
-2.6% |
0.000 |
Volume |
5,301 |
7,145 |
1,844 |
34.8% |
28,433 |
|
Daily Pivots for day following 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.800 |
4.753 |
4.597 |
|
R3 |
4.725 |
4.678 |
4.577 |
|
R2 |
4.650 |
4.650 |
4.570 |
|
R1 |
4.603 |
4.603 |
4.563 |
4.589 |
PP |
4.575 |
4.575 |
4.575 |
4.568 |
S1 |
4.528 |
4.528 |
4.549 |
4.514 |
S2 |
4.500 |
4.500 |
4.542 |
|
S3 |
4.425 |
4.453 |
4.535 |
|
S4 |
4.350 |
4.378 |
4.515 |
|
|
Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.408 |
5.284 |
4.722 |
|
R3 |
5.106 |
4.982 |
4.639 |
|
R2 |
4.804 |
4.804 |
4.611 |
|
R1 |
4.680 |
4.680 |
4.584 |
4.742 |
PP |
4.502 |
4.502 |
4.502 |
4.533 |
S1 |
4.378 |
4.378 |
4.528 |
4.440 |
S2 |
4.200 |
4.200 |
4.501 |
|
S3 |
3.898 |
4.076 |
4.473 |
|
S4 |
3.596 |
3.774 |
4.390 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.626 |
4.324 |
0.302 |
6.6% |
0.110 |
2.4% |
77% |
False |
False |
5,686 |
10 |
4.626 |
4.324 |
0.302 |
6.6% |
0.091 |
2.0% |
77% |
False |
False |
5,421 |
20 |
4.700 |
4.324 |
0.376 |
8.3% |
0.106 |
2.3% |
62% |
False |
False |
5,946 |
40 |
4.891 |
4.321 |
0.570 |
12.5% |
0.119 |
2.6% |
41% |
False |
False |
6,060 |
60 |
4.891 |
3.921 |
0.970 |
21.3% |
0.112 |
2.5% |
65% |
False |
False |
5,070 |
80 |
4.891 |
3.921 |
0.970 |
21.3% |
0.098 |
2.2% |
65% |
False |
False |
4,380 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.941 |
2.618 |
4.818 |
1.618 |
4.743 |
1.000 |
4.697 |
0.618 |
4.668 |
HIGH |
4.622 |
0.618 |
4.593 |
0.500 |
4.585 |
0.382 |
4.576 |
LOW |
4.547 |
0.618 |
4.501 |
1.000 |
4.472 |
1.618 |
4.426 |
2.618 |
4.351 |
4.250 |
4.228 |
|
|
Fisher Pivots for day following 28-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
4.585 |
4.545 |
PP |
4.575 |
4.534 |
S1 |
4.566 |
4.523 |
|